Contribution to the optimal stopping problem

DOI10.1007/BF00531865MaRDI QIDQ3218872zbMATH OpenFDO

Authors Donald A. Darling

Publication date 1985

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00531865

zbMATH Keywords

finite stopping timesoptimal stopping problem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stopping in statistics (62L15)

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Cites work

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• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
• Moments of random walk having infinite variance and the e istence of certain optimal stopping rules for \(S_n/n\)
• On optimal stopping rules
• On optimal stopping rules for \(s_ n /n\)
• On the Existence of the Optimal Stopping Rule in the S_n/n Problem When the Second Moment is Infinite
• On the Supremum of S_n/n
• Optimal Stopping in a Markov Process
• Properties of optimal extended-valued stopping rules for S_n/n
• Stopping rules for S n/n, and the Class L log L

Cited in

(18)

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• Optimal stopping problem on finite Markov chain
• An experimental mathematics perspective on the old, and still open, question of when to stop?
• On optimal stopping of random sequences modulated by Markov chain
• On the values of optimal stopping problems for generalized averages of discrete random variables
• scientific article; zbMATH DE number 3944962 (Why is no real title available?)
• scientific article; zbMATH DE number 4060444 (Why is no real title available?)
• The optimal value of markov stopping problems with one-step look ahead policy
• Optimal Stopping in a Dice Game
• Optimal stopping of seasonal observations and projection of a Markov chain
• scientific article; zbMATH DE number 4121789 (Why is no real title available?)
• Triangular numbers and the N-sided die optimal stopping problem
• On the \(\frac{S_n}{n}\) problem
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• Optimal Stopping in the Balls-and-Bins Problem

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